LOL my friend you have a lot to learn about daz. I would suggest just finding a tutorial video on youtube and starting there. Its not that difficult, but there are several parts.
As for your question, make sure you have all the assets downloaded. that means the character (which is the body), the hair, and the clothes. Yes you will need to apply all of these separately. I would suggest downloading some body morphs too, but I do not want to explain those right now. Morphs are easy, just hard to explain over text, so like I said, watch a video. First, add your character to the scene. If you're just starting out, I would suggest just using DAZ's free assets, like the genesis 3 starter essentials, but if you have a character use it. The character should upload nude, without genitals, hair, or clothes. Then select your character in the scene tab, and then add your assets, hair and clothes, to the scene. If you selected the character before adding the other assets, it should automatically fit the clothes and hair to the character. And Boom! you've made your first figure. But definitely watch some videos if you want to learn more